FnO Contract Details

CHAMBLFERT analysis for the selected expiry [Jan-22] as on 24-Jan-22

CHAMBLFERT Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 467.20 469.35 436.20 440.85 NA -5.64 % NA NA
27-Jan-22 466.00 466.00 437.75 442.50 2,697,000 -5.19 % -14.05 % Long Windup
24-Feb-22 464.10 464.10 436.10 441.10 1,582,500 -5.41 % 154.22 % Short Buildup
31-Mar-22 445.00 445.00 441.85 441.85 30,000 -5.46 % 17.65 % Short Buildup
Cummulative NA NA NA NA 4,309,500 NA 13.83 % Short Buildup
CHAMBLFERT Options OI PCR:  0.46   (Expiry : 27-Jan-22 )   PUT OI: 1,945,500   CALL OI: 4,201,500 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
480.00 819000 -11.94% 1.25 -80.92% Long Windup
500.00 604500 -16.91% 0.55 -79.63% Long Windup
470.00 322500 -1.83% 1.70 -82.47% Long Windup
CALL - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
450.00 252000 23.53% 4.20 -78.24% Short Buildup
440.00 136500 21.33% 8.45 -76.13% Short Buildup
460.00 216000 8.27% 2.25 -82.35% Short Buildup
CALL - Top 3 Strikes with Maximum Decrease in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
500.00 604500 -16.91% 0.55 -79.63% Long Windup
480.00 819000 -11.94% 1.25 -80.92% Long Windup
520.00 156000 -25.18% 0.25 -70.59% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
440.00 238500 27.20% 6.20 210.00% Long Buildup
420.00 214500 -6.54% 1.45 123.08% Short Covering
400.00 151500 -16.53% 0.75 87.50% Short Covering
PUT - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
440.00 238500 27.20% 6.20 210.00% Long Buildup
415.00 31500 23.53% 1.40 0.00% Long Buildup
445.00 55500 8.82% 7.85 423.33% Long Buildup
PUT - CALL - Top 3 Strikes with Maximum Decrease in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
460.00 99000 -48.44% 20.50 157.86% Short Covering
410.00 105000 -32.04% 0.90 38.46% Short Covering
450.00 139500 -21.19% 11.15 197.33% Short Covering
CHAMBLFERT Futures - Summary
Trade Date SPOT Close FUT Close Open
Interest (OI)
Cummulative
OI
FUT % Chg OI % Chg COI % Chg Volatility PCR Rollover % Price Action
(as per COI)
Delivery % Delivery Volume
(Rs. Crore)
Premium /
Discount
Premium /
Discount %
24-Jan-22 440.85 442.50 2,697,000 4,309,500 -5.19 % -14.05 % 13.83 % 0.5463 0.46 37.42 % Short Buildup -- 1.65 0.37 %
21-Jan-22 467.20 466.70 3,138,000 3,786,000 -2.45 % -10.71 % -4.83 % 0.5429 0.48 17.12 % Long Windup 10.30%11.58 -0.5 -0.11 %
20-Jan-22 477.10 478.40 3,514,500 3,978,000 -0.99 % -7.10 % -4.54 % 0.5432 0.52 11.65 % Long Windup 19.13%12.04 1.3 0.27 %
19-Jan-22 482.85 483.20 3,783,000 4,167,000 3.72 % 9.08 % 9.67 % 0.5444 0.50 9.22 % Long Buildup 13.53%24.92 0.35 0.07 %
18-Jan-22 465.70 465.85 3,468,000 3,799,500 -1.19 % -14.69 % -13.87 % 0.5435 0.44 8.72 % Long Windup 21.21%38.46 0.15 0.03 %
17-Jan-22 470.65 471.45 4,065,000 4,411,500 0.27 % -0.95 % 1.59 % 0.5446 0.46 7.85 % Long Buildup 24.27%33.18 0.8 0.17 %
14-Jan-22 468.90 470.20 4,104,000 4,342,500 3.68 % 3.56 % 5.58 % 0.5460 0.48 5.49 % Long Buildup 13.01%26.82 1.3 0.28 %
13-Jan-22 451.50 453.50 3,963,000 4,113,000 -0.36 % -3.37 % -3.01 % 0.5452 0.37 3.65 % Long Windup 14.60%16.84 2 0.44 %
12-Jan-22 453.60 455.15 4,101,000 4,240,500 6.39 % 11.96 % 11.39 % 0.5465 0.35 3.29 % Long Buildup 17.34%58.28 1.55 0.34 %
11-Jan-22 425.90 427.80 3,663,000 3,807,000 -1.61 % 8.20 % 8.65 % 0.5414 0.23 3.78 % Short Buildup 28.92%27.32 1.9 0.45 %
10-Jan-22 432.80 434.80 3,385,500 3,504,000 2.21 % 21.80 % 21.35 % 0.5423 0.22 3.38 % Long Buildup 41.05%63.07 2 0.46 %
07-Jan-22 423.15 425.40 2,779,500 2,887,500 -0.87 % -2.01 % -1.43 % 0.5429 0.29 3.74 % Long Windup 21.38%14.94 2.25 0.53 %
06-Jan-22 426.85 429.15 2,836,500 2,929,500 -0.56 % 6.90 % 6.66 % 0.5441 0.27 3.17 % Short Buildup 22.78%35.22 2.3 0.54 %
05-Jan-22 429.10 431.55 2,653,500 2,746,500 5.46 % 28.84 % 29.86 % 0.5454 0.26 3.39 % Long Buildup 13.15%51.23 2.45 0.57 %
04-Jan-22 407.25 409.20 2,059,500 2,115,000 1.60 % 0.88 % 1.59 % 0.5420 0.27 2.62 % Long Buildup 19.41%9.96 1.95 0.48 %
03-Jan-22 400.30 402.75 2,041,500 2,082,000 1.59 % 4.21 % 4.68 % 0.5430 0.29 1.95 % Long Buildup 20.94%9.76 2.45 0.61 %
31-Dec-21 394.80 396.45 1,959,000 1,989,000 1.82 % -2.46 % -10.65 % 0.5439 0.27 1.51 % Short Covering 21.61%7.16 1.65 0.42 %
30-Dec-21 387.35 389.35 2,008,500 2,226,000 0.05 % 41.39 % -6.25 % 0.5447 0.34 - Short Covering 22.20%7.07 2 0.52 %
29-Dec-21 388.60 389.15 1,420,500 2,374,500 -0.17 % 19.27 % -2.04 % 0.5461 0.25 - Long Windup 19.47%7.60 0.55 0.14 %
28-Dec-21 388.10 389.80 1,191,000 2,424,000 0.21 % 97.02 % -4.77 % 0.5475 0.13 - Short Covering 9.35%7.40 1.7 0.44 %
27-Dec-21 386.70 389.00 604,500 2,545,500 1.67 % 67.22 % 0.65 % 0.5488 0.06 - Long Buildup 12.05%4.10 2.3 0.59 %
24-Dec-21 380.75 382.60 361,500 2,529,000 -3.19 % 72.14 % -1.46 % 0.5497 0.06 - Long Windup 20.67%13.81 1.85 0.49 %
23-Dec-21 392.80 395.20 210,000 2,566,500 2.88 % 15.70 % 3.89 % 0.5494 0.07 - Long Buildup 22.17%14.91 2.4 0.61 %
22-Dec-21 381.40 384.15 181,500 2,470,500 0.51 % 13.08 % 0.98 % 0.5495 0.03 - Long Buildup 20.05%7.10 2.75 0.72 %
21-Dec-21 379.80 382.20 160,500 2,446,500 1.49 % 7.00 % 2.84 % 0.5508 0.04 - Long Buildup 21.84%14.93 2.4 0.63 %
20-Dec-21 374.30 376.60 150,000 2,379,000 -3.27 % 4.17 % -7.41 % 0.5519 0.04 - Long Windup 20.45%15.30 2.3 0.61 %
17-Dec-21 386.75 389.35 144,000 2,569,500 -4.47 % 15.66 % -8.49 % 0.5515 0.05 - Long Windup 22.15%13.78 2.6 0.67 %
16-Dec-21 403.85 407.55 124,500 2,808,000 -1.46 % -2.35 % 3.77 % 0.5497 0.06 - Short Buildup 11.82%13.19 3.7 0.92 %
15-Dec-21 410.55 413.60 127,500 2,706,000 2.41 % 13.33 % -0.06 % 0.5506 0.03 - Short Covering 13.67%21.16 3.05 0.74 %
14-Dec-21 399.95 403.85 112,500 2,707,500 1.04 % 1.35 % 0.28 % 0.5508 - - Long Buildup 27.31%12.04 3.9 0.98 %
13-Dec-21 395.50 399.70 111,000 2,700,000 -0.95 % -1.33 % -1.26 % 0.5520 - - Long Windup 29.31%7.82 4.2 1.06 %
10-Dec-21 400.15 403.55 112,500 2,734,500 -0.23 % 4.17 % -2.62 % 0.5532 - - Long Windup 11.97%7.19 3.4 0.85 %
09-Dec-21 401.00 404.50 108,000 2,808,000 -2.39 % 14.29 % 2.52 % 0.5546 - - Short Buildup 25.45%12.34 3.5 0.87 %
08-Dec-21 410.40 414.40 94,500 2,739,000 2.55 % 34.04 % 8.63 % 0.5551 - - Long Buildup 15.79%15.79 4 0.97 %
07-Dec-21 398.45 404.10 70,500 2,521,500 2.03 % -11.32 % 9.58 % 0.5552 - - Long Buildup 11.91%12.72 5.65 1.42 %
06-Dec-21 393.75 396.05 79,500 2,301,000 -2.82 % 35.90 % -3.10 % 0.5562 - - Long Windup 10.55%16.40 2.3 0.58 %
03-Dec-21 405.40 407.55 58,500 2,374,500 1.89 % 21.88 % 10.78 % 0.5563 - - Long Buildup 9.46%25.13 2.15 0.53 %
02-Dec-21 397.25 400.00 48,000 2,143,500 -0.06 % 0.00 % -4.61 % 0.5571 - - Long Windup 12.21%15.62 2.75 0.69 %
01-Dec-21 397.35 400.25 48,000 2,247,000 9.22 % 10.34 % 31.63 % 0.5585 - - Long Buildup 6.70%32.26 2.9 0.73 %
30-Nov-21 364.00 366.45 43,500 1,707,000 -0.26 % 3.57 % -1.04 % 0.5468 - - Long Windup 18.46%14.63 2.45 0.67 %
29-Nov-21 364.25 367.40 42,000 1,725,000 -0.77 % 3.70 % -3.12 % 0.5482 - - Long Windup 16.82%9.66 3.15 0.86 %
26-Nov-21 369.45 370.25 40,500 1,780,500 -8.18 % 35.00 % -19.74 % 0.5493 - - Long Windup 18.70%14.95 0.8 0.22 %
25-Nov-21 399.95 403.25 30,000 2,218,500 5.40 % 66.67 % 45.43 % 0.5385 - - Long Buildup 14.58%38.42 3.3 0.83 %
24-Nov-21 379.40 382.60 18,000 1,525,500 4.25 % 50.00 % 50.67 % 0.5349 - - Long Buildup 16.56%25.89 3.2 0.84 %
23-Nov-21 366.40 367.00 12,000 1,012,500 -3.22 % 14.29 % 1.50 % 0.5341 - - Short Buildup 12.81%5.85 0.6 0.16 %
22-Nov-21 361.05 379.20 10,500 997,500 0.00 % 0.00 % 7.09 % 0.5352 - - 14.42%12.18 18.15 5.03 %
18-Nov-21 365.35 379.20 10,500 931,500 0.00 % 0.00 % -3.87 % 0.5364 - - 10.17%11.09 13.85 3.79 %
17-Nov-21 355.70 379.20 10,500 969,000 0.00 % 0.00 % -21.32 % 0.5363 - - 25.35%16.55 23.5 6.61 %
16-Nov-21 376.15 379.20 10,500 1,231,500 6.47 % 40.00 % 28.28 % 0.5312 - - Long Buildup 14.49%29.63 3.05 0.81 %
15-Nov-21 356.00 356.15 7,500 960,000 -3.09 % 0.00 % 6.84 % 0.5273 - - Short Buildup 18.47%9.53 0.15 0.04 %
12-Nov-21 345.30 367.50 7,500 898,500 0.00 % 0.00 % 3.63 % 0.5269 - - 38.16%5.08 22.2 6.43 %
11-Nov-21 351.80 367.50 7,500 867,000 0.00 % 0.00 % -3.99 % 0.5276 - - 65.23%27.84 15.7 4.46 %
10-Nov-21 352.05 367.50 7,500 903,000 0.00 % 0.00 % 10.05 % 0.5289 - - 39.50%5.49 15.45 4.39 %
09-Nov-21 356.85 367.50 7,500 820,500 5.09 % 25.00 % 4.59 % 0.5299 - - Long Buildup 21.78%9.64 10.65 2.98 %
08-Nov-21 354.85 349.70 6,000 784,500 -2.02 % 0.00 % 10.34 % 0.5312 - - Short Buildup 39.32%13.37 -5.15 -1.45 %
04-Nov-21 351.30 356.90 6,000 711,000 0.00 % 0.00 % 9.98 % 0.5323 - - 51.22%5.59 5.6 1.59 %
03-Nov-21 353.60 356.90 6,000 646,500 -4.88 % -20.00 % 13.72 % 0.5336 - - Short Buildup 31.31%6.90 3.3 0.93 %
02-Nov-21 366.70 375.20 7,500 568,500 0.00 % 0.00 % 30.69 % 0.5326 - - 26.71%14.19 8.5 2.32 %
CHAMBLFERT Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 25-Jan-22
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
403.25 420.5 431.5 448.75 459.75 477 488
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
428.38 435.44 437.79 440.15 448.75 444.85 447.21 449.56 456.63
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
420.5 431.29 437.96 448.75 459.54 466.21 477
DeMark Pivot
Support 1 Pivot Point Resistance 1
426 446 454.25
CHAMBLFERT Result / Events
Date Description Status
28-Jan-22Financial Results/DividendUpcoming